TLTI vs. EGGY

Last updated Jun 21, 2026

TLTI (NEOS Enhanced Income 20+ Year Treasury Bond ETF) and EGGY (NestYield Dynamic Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, TLTI returned 6.50% vs 57.19% for EGGY. At a 0.09 correlation, their price movements are largely independent. TLTI charges 0.58%/yr vs 0.95%/yr for EGGY.

Performance

TLTI vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TLTI achieves a 2.39% return, which is significantly lower than EGGY's 45.43% return.

TLTI

• 1D: 0.41%
• 1M: 3.38%
• YTD: 2.39%
• 6M: 1.98%
• 1Y: 6.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EGGY

• 1D: 4.22%
• 1M: 13.97%
• YTD: 45.43%
• 6M: 44.34%
• 1Y: 57.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTI vs. EGGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TLTI NEOS Enhanced Income 20+ Year Treasury Bond ETF	2.39%	4.31%	-0.41%
EGGY NestYield Dynamic Income ETF	45.43%	16.46%	-0.91%

Correlation

The correlation between TLTI and EGGY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.09

Return for Risk

TLTI vs. EGGY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLTI

TLTI Risk / Return Rank: 20
TLTI Sharpe Ratio Rank: 20
TLTI Sortino Ratio Rank: 19
TLTI Omega Ratio Rank: 18
TLTI Calmar Ratio Rank: 21
TLTI Martin Ratio Rank: 20

EGGY

EGGY Risk / Return Rank: 54
EGGY Sharpe Ratio Rank: 56
EGGY Sortino Ratio Rank: 47
EGGY Omega Ratio Rank: 54
EGGY Calmar Ratio Rank: 65
EGGY Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLTI vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) and NestYield Dynamic Income ETF (EGGY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TLTI	EGGY	Difference
Sharpe ratio: Return per unit of total volatility	0.68	1.81	-1.12
Sortino ratio: Return per unit of downside risk	1.05	2.23	-1.19
Omega ratio: Gain probability vs. loss probability	1.12	1.32	-0.20
Calmar ratio: Return relative to maximum drawdown	0.96	3.10	-2.14
Martin ratio: Return relative to average drawdown	2.26	7.69	-5.43

TLTI vs. EGGY - Sharpe Ratio Comparison

The current TLTI Sharpe Ratio is 0.68, which is lower than the EGGY Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TLTI and EGGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TLTI vs. EGGY - Drawdown Comparison

The maximum TLTI drawdown since its inception was -8.70%, smaller than the maximum EGGY drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for TLTI and EGGY.

Drawdown Indicators

	TLTI	EGGY	Difference
Max Drawdown Largest peak-to-trough decline	-8.70%	-18.34%	+9.64%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-18.34%	+11.74%
Current Drawdown Current decline from peak	-2.22%	0.00%	-2.22%
Average Drawdown Average peak-to-trough decline	-3.61%	-5.23%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	7.38%	-4.58%

Volatility

TLTI vs. EGGY - Volatility Comparison

The current volatility for NEOS Enhanced Income 20+ Year Treasury Bond ETF (TLTI) is 2.38%, while NestYield Dynamic Income ETF (EGGY) has a volatility of 14.30%. This indicates that TLTI experiences smaller price fluctuations and is considered to be less risky than EGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLTI	EGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.38%	14.30%	-11.92%
Volatility (6M) Calculated over the trailing 6-month period	6.55%	26.44%	-19.89%
Volatility (1Y) Calculated over the trailing 1-year period	9.24%	31.41%	-22.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.12%	29.96%	-18.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.12%	29.96%	-18.84%

TLTI vs. EGGY - Expense Ratio Comparison

TLTI has a 0.58% expense ratio, which is lower than EGGY's 0.95% expense ratio.

Dividends

TLTI vs. EGGY - Dividend Comparison

TLTI's dividend yield for the trailing twelve months is around 6.73%, less than EGGY's 24.53% yield.

Position	TTM	2025	2024
EGGY NestYield Dynamic Income ETF	24.53%	28.26%	0.00%
TLTI NEOS Enhanced Income 20+ Year Treasury Bond ETF	6.73%	6.33%	0.57%

Frequently Asked Questions

Can I hold both TLTI and EGGY in my portfolio?

TLTI and EGGY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TLTI or EGGY?

EGGY has higher volatility (14.30%) compared to TLTI (2.38%). In terms of maximum drawdown, TLTI dropped -8.70% vs EGGY's -18.34%.

Which ETF is better, TLTI or EGGY?

On 1-year performance, EGGY leads with 57.19% vs 6.50% for TLTI. On fees, TLTI is cheaper at 0.58% per year. On volatility, TLTI has been the lower-risk option at 2.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TLTI or EGGY?

Over the 1-year period, EGGY has performed better with a 57.19% return vs 6.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TLTI or EGGY?

TLTI is cheaper with a 0.58% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, TLTI or EGGY?

EGGY has the higher dividend yield at 24.53%, compared with 6.73% for TLTI.

What is the main difference between TLTI and EGGY?

They also come from different issuers: NEOS Investments and NestYield. Their fees differ too: 0.58% for TLTI and 0.95% for EGGY.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (1.81 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.